+703.1%
GOOG vs SNAP
-77.0%
+780.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | 0.0% |
| 7D | -2.5% | -3.2% | +0.7% | -2.0% |
| 30D | -3.6% | +0.2% | -3.8% | -3.8% |
| 3M | -6.4% | +2.6% | -9.0% | -7.4% |
| 6M | +7.8% | +12.4% | -4.6% | +4.7% |
| YTD | +5.5% | -31.6% | +37.1% | +10.0% |
| 1Y | +38.3% | -21.7% | +60.0% | +40.5% |
| 3Y | +143.1% | -41.2% | +184.3% | +144.8% |
| 5Y | +135.0% | -92.6% | +227.6% | +183.1% |
| All | +703.1% | -77.0% | +780.1% | +628.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling